Skip to main content
This Board Has Moved

This board has been migrated to our new platform! Check out the new home page at or click below to go directly to the new Board on the new site.

Go to the New Site
Message Font: Serif | Sans-Serif
No. of Recommendations: 0
we used weekly data and just looked at the distribution of future drawdown for each and every data point. then we considered the distribution of the events with time, with the time stamp being the drawdown date.

in other words - the events are not mutually exclusive - september 1974 represents various levels of drawdown depending on when capital was invested. continuing on with that example, for capital invested in 1960, 1973-74 did not represent a drawdown, whereas for capital invested in 1964 it did.

Print the post  


When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.